You can download the paper class from ctan.org: http://ctan.org/tex-archive/macros/latex/contrib/paper/. Info about how to install it in LaTeX and then get LyX to recognize it is in Ch 5 of the Customization manual. The koma-script article class may also serve you well. It's very customizable. If you want to explore the other classes, you can also find them at CTAN.
As for your other question about \thispagestyle{empty}, yes, this is a LaTeX matter. Serious customization, beyond what LyX offers, always involves ERT and therefore LaTeX. The best reference is the /Guide to LaTeX/, and if you want to get really serious with customization, /The LaTeX Companion/. You should also have lots of documentation on your machine that installed with LaTeX. The teTeX documentation (teTeX is the standard *nix distribution, but most of what's there will apply more widely) is also on the web, at: http://www.math.upenn.edu/tex_docs/newhelpindex.html. There's a good OSX LaTeX clearinghouse at: http://www.esm.psu.edu/mac-tex/, which has some links to LaTeX documentation, as well. Richard jesse mejia wrote: > In fact I do see a class called 'paper' and a lot of other things that > look worth checking out, "apa" etc. unfortunately in my installation > (osx) they all say 'Unavailable:' in front of em. Can someone point me > to a howto about installing new document classes, or making available > those that are unavailable in my installation? Thanks, > > Jesse